+1,058.8%
ILMN vs AEIS
+432.9%
+625.9%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +11.3% | -7.7% | +0.4% |
| 7D | -2.6% | +1.0% | -3.5% | -3.1% |
| 30D | -20.6% | -24.0% | +3.4% | -14.3% |
| 3M | +17.5% | -32.5% | +50.0% | +29.8% |
| 6M | +55.6% | -38.6% | +94.2% | +72.0% |
| YTD | +68.3% | +4.8% | +63.5% | +56.3% |
| 1Y | +81.1% | +1.3% | +79.8% | +69.6% |
| 3Y | +112.2% | +159.2% | -47.1% | +47.2% |
| 5Y | -42.6% | +140.8% | -183.4% | -59.7% |
| 10Y | +70.5% | +349.8% | -279.3% | -9.1% |
| All | +1,058.8% | +432.9% | +625.9% | +199.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AEIS.
Daily Out/Under-Performance
Portfolio return minus AEIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEIS return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded AEIS wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling